A Double Chain Markov Model (DCMM).

Description

This class describes a Double Chain Markov Model (DCMM) represented by Pi, the probability distributions of the first hidden states; by A, the transition matrix between hidden states; by RB, the transition matrix between sucessive output. march. Dcmm extends march.Model-class class and therefore inherits its slots.

Details

The model used here is described in :

  • Berchtold, A.: The Double Chain Markov Model. Commun. Stat., Theory Methods 28 (1999), pp. 2569-2589

  • Berchtold, A.: High-order extensions of the Double Chain Markov Model. Stochastic Models 18 (2002), pp. 193-227.

Slots

Pi:

A 3D matrix of numeric representing the probability distribution of the first hidden state.

A:

A matrix of numeric representing the transition matrix between hidden states.

RB:

A 3D matrix of numeric representing the transition matrix between successive output, in a reduced form.

M:

An integer value representing the number of hidden state.

orderVC:

An integer value representing the order of the visible Markov chain.

orderHC:

An integer value representing the order of the hidden Markov chain.

See Also

march.dcmm.construct, march.Model-class.

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